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FEDERAL

RESERVE

statistical
" • f*4L R t ^

release

-

H.15

U. S. GOVERNMENT 6ECURITY YIELDS AND PRICES
Calendar week ending March 6, 1971
Mar.
1

Mar.
2

Mar.
3

Yields (per cent per annum)
Auction average:
3-month bills
6-month bills
Market yield:
3-month bills
6-month bills
1-year bills
Other issues, due in
9-12 months 1/
Issues, due in 3-5
years 2/
Bonds, due or callable
in 10 years or more 3/
Prices
Bonds, due or callable
in 10 years or more 4/

Mar.
4

Weekly averages
This
Last
Year
week
week
ago*

Mar.
5

3.347
3.46 7

3.347
3.467

3.497
3.590

6.868
6.773

3.36
3.48
3.67

3.36
3.44
3.64

3.34
3.44
3.64

3.34
3.44
3.63

3.33
3.42
3.61

3.35
3.44
3.64

3.43
3.57
3.68

6.89
6.80
6.64

3.66

3.67

3.70

3.72

3.70

3.69

3.64

6.95

5.12

5. LI

5.07

5.04

4.99

5.07

5.15

7.24

5.96

5.94

5.93

5.93

5.92

5.94

5.92

6.28

65.68

65.86

65.95

65.95

6& .03

65.89

66.05

62.95

Note: Yields are averages of those computed by the Federal Reserve Bank of New York
on the basis of closing bid prices. Yields on Treasury bills are computed on
a bank discount basis.
*

As of March 7, 1970.

1/ Currently includes the 4 per cent bond of Feb. 15, 1972, the 4-3/4 per cent note
of Feb. 15, 1972, and the 7-1/2 per cent note of Feb. 15, 1972.
2/ Currently
4-1/4 per
7-1/4 per
5-5/8 per
3-7/8 per
5-3/4 per

includes the
cent bond of
cent note of
cent note of
cent bond of
cent note of

3/ Currently
3-1/4 per
3-1/2 per
4-1/4 per

includes
cent of
cent of
cent of

following notes and bonds:
5-3/4 per cent note
5/15/74
6
per cent note
5/15/74
5-7/8
per
cent note
8/15/74
6-1/4
per
cent note
11/15/74
11/15/74

the following bonds due or callable in
4
per cent
1985
4-1/8 per cent
1990
3
per cent
1987-92
3-1/2 per cent

10
of
of
of
of

of
of
of
of

2/15/75
5/15/75
8/15/75
2/15/76

years or more:
1988-93
1989-94
1995
1998

4/ Prices derived from average market yields on the basis of an assumed 3 per
cent, 20-year bond.
GOVERNMENT FINANCE SECTION, FEDERAL RESERVE BOARD

March 9, 1971